BNP Paribas Call 120 AWK 17.01.2025
/ DE000PC1LXU3
BNP Paribas Call 120 AWK 17.01.20.../ DE000PC1LXU3 /
| 9/3/2024 6:05:13 PM |
Chg.+0.060 |
Bid6:05:22 PM |
Ask6:05:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
+2.51% |
2.460
Bid Size: 10,000 |
2.480
Ask Size: 10,000 |
American Water Works |
120.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC1LXU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
2.09 |
| Time value: |
0.36 |
| Break-even: |
132.93 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.51% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
4.50 |
| Rho: |
0.32 |
Quote data
| Open: |
2.320 |
| High: |
2.540 |
| Low: |
2.300 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.57% |
| 1 Month |
|
|
-11.55% |
| 3 Months |
|
|
+53.13% |
| YTD |
|
|
+19.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
2.120 |
| 1M High / 1M Low: |
2.580 |
2.100 |
| 6M High / 6M Low: |
2.770 |
0.770 |
| High (YTD): |
8/2/2024 |
2.770 |
| Low (YTD): |
4/16/2024 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.27% |
| Volatility 6M: |
|
111.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
